+1,079.5%
MPC vs GAP
+15.9%
+1,063.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.2% |
| 7D | -16.2% | -3.8% | -12.4% | -15.6% |
| 30D | -15.7% | -9.0% | -6.7% | -14.1% |
| 3M | +24.9% | +5.5% | +19.4% | +22.0% |
| 6M | +52.7% | -11.1% | +63.7% | +53.9% |
| YTD | +131.9% | -13.6% | +145.4% | +132.4% |
| 1Y | +96.6% | -2.9% | +99.5% | +90.4% |
| 3Y | +163.8% | +69.6% | +94.2% | +99.4% |
| 5Y | +533.1% | +5.4% | +527.7% | +411.5% |
| All | +1,079.5% | +15.9% | +1,063.6% | +621.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling